IGF Options History — December 2023 In December 2023, IGF traded between $46.05 and $47.94. ATM implied volatility averaged 46.0%, placing in the 41.4% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 31.5% (HV 20d: 14.6%). Max pain ranged from $39.00 to $47.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-12-26 : Highest Volume — 5 contracts2023-12-19 : Largest IV spike — 168.2% change2023-12-12 : Highest IV Rank — 96.8%2023-12-01 : Largest Expected Move — 22.2%Monthly Statistics Metric Avg Min Max Open Close Price $46.86 $46.05 $47.94 $46.53 $47.05 Max Pain $46.38 $39.00 $47.00 $39.00 $47.00 ATM IV 46.0% 10.8% 95.2% 77.3% 37.6% Expected Move 8.9% 3.1% 22.2% 22.2% 10.8% HV 20d 14.6% 11.1% 18.1% 13.6% 17.9% HV 60d 16.8% 16.2% 17.8% 16.3% 16.4% IV Rank 41.4% 1.6% 96.8% 76.7% 31.8% IV Percentile 48.9% 2.4% 99.6% 97.2% 48.0% Term Structure -1.3% -11.1% 19.5% -2.3% -3.5% Skew 25d 26.3% -13.7% 53.6% 53.6% 42.3% Skew 10d 32.9% -0.3% 72.2% 72.2% 59.6% Call IV 25d 24.0% 8.6% 30.7% 30.7% 30.5% Put IV 25d 50.4% 8.5% 84.4% 84.4% 72.7% Bid-Ask Spread % 154.21 116.71 163.46 148.64 157.35 Gamma HHI 0.47 0.26 0.69 0.38 0.69 Net GEX 10.2K 3.7K 15.6K 12.6K 7.3K Net DEX -103.9K -155.5K -68.2K -113.2K -68.2K Net VEX -437 -512 -358 -511 -358 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.25 0 5 0 0 Total OI 57.4 40 69 69 45
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2023-12-01 $46.53 $39.00 77.3% 22.2% 13.6% 76.7% 0.0% 53.6% -2.3% 12.6K -113.2K -511 0.00 148.64 0 0 59 10 2023-12-04 $46.27 $47.00 48.9% 7.7% 13.4% 44.6% 0.0% 25.5% 0.8% 11.8K -112.2K -512 0.00 159.02 0 0 59 10 2023-12-05 $46.05 $47.00 92.6% 7.6% 13.5% 93.9% 0.0% -13.7% 19.5% 12.1K -103.2K -381 0.00 154.71 0 0 59 10 2023-12-06 $46.36 $47.00 59.2% 7.8% 13.1% 56.2% 0.0% 28.3% -3.8% 13.4K -122.2K -506 0.00 161.41 0 0 59 10 2023-12-07 $46.34 $47.00 62.3% 13.4% 12.9% 59.7% 0.0% 4.3% 8.1% 8.2K -100.8K -400 0.00 161.44 0 0 59 10 2023-12-08 $46.40 $47.00 67.0% 7.5% 12.1% 65.1% 0.0% 29.3% -2.9% 9.8K -128.6K -503 0.00 160.97 0 0 59 10 2023-12-11 $46.28 $47.00 86.2% 8.1% 12.3% 86.7% 0.0% 29.7% -10.5% 14.1K -100.8K -421 0.00 161.79 0 0 59 10 2023-12-12 $46.19 $47.00 95.2% 8.1% 12.4% 96.8% 0.0% 30.1% -3.3% 14.4K -96.3K -411 0.00 163.46 0 0 59 10 2023-12-13 $47.30 $47.00 28.5% 8.2% 11.1% 21.6% 0.0% 32.0% -3.6% 14.9K -131.2K -488 0.00 156.06 0 0 59 10 2023-12-14 $47.94 $47.00 27.1% 7.8% 11.7% 20.0% 0.0% 35.2% -1.3% 15.6K -155.5K -491 0.00 156.32 0 0 59 10 2023-12-15 $47.23 $47.00 28.9% 8.3% 13.3% 22.0% 0.0% 30.7% -1.9% 11.2K -151.9K -461 0.00 159.27 0 0 59 10 2023-12-18 $47.48 $47.00 10.8% 3.1% 13.0% 1.6% 0.0% 2.0% 0.8% 9.8K -84.4K -383 0.00 146.54 0 0 47 0 2023-12-19 $47.91 $47.00 29.0% 8.3% 13.2% 22.1% 0.0% 29.3% -11.1% 10.5K -94.7K -373 0.00 135.20 0 0 47 0 2023-12-20 $46.41 $0.00 34.6% 9.9% 18.0% 28.5% 0.0% 32.5% -3.9% 4.6K -68.4K -384 0.00 160.21 0 0 40 0 2023-12-21 $46.76 $0.00 31.2% 8.9% 18.1% 24.6% 0.0% 2.5% -3.0% 5.1K -76.4K -401 0.00 158.61 0 0 40 0 2023-12-22 $46.97 $0.00 31.3% 9.0% 18.0% 24.7% 0.0% 23.4% -1.5% 3.7K -85.9K -413 0.00 152.90 0 0 40 0 2023-12-26 $47.23 $0.00 36.6% 10.5% 18.1% 30.7% 0.0% 35.5% 2.9% 5.3K -88.0K -414 0.00 157.39 5 0 40 0 2023-12-27 $47.20 $0.00 11.3% 3.3% 18.0% 2.2% 0.0% 33.2% -1.1% 7.7K -91.2K -459 0.00 116.71 0 0 45 0 2023-12-28 $47.28 $0.00 25.1% 7.2% 17.8% 17.7% 0.0% 40.9% -4.8% 12.1K -105.1K -464 0.00 156.16 0 0 45 0 2023-12-29 $47.05 $0.00 37.6% 10.8% 17.9% 31.8% 0.0% 42.3% -3.5% 7.3K -68.2K -358 0.00 157.35 0 0 45 0
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